[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
846.15 +10.60 (1.27%)
L: 839 H: 851.2

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Historical option data for INDUSINDBK

12 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 900 CE
Delta: 0.16
Vega: 0.46
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 846.15 4 0.4 25.32 3,548 119 4,891
11 Dec 835.55 3.5 -0.35 27.56 2,247 -140 4,765
10 Dec 833.85 3.8 -1.65 28.08 2,552 239 4,887
9 Dec 844.35 5.45 0.15 26.00 2,032 -131 4,650
8 Dec 841.40 5 -7.5 26.84 4,774 -566 4,773
5 Dec 870.10 12.1 0.2 24.00 4,910 -28 5,363
4 Dec 863.00 11.7 4.45 26.36 8,006 999 5,392
3 Dec 846.90 7.1 -1.2 25.47 2,520 151 4,393
2 Dec 850.30 8.25 0.3 24.48 1,909 -3 4,235
1 Dec 847.15 7.9 -3.3 25.29 4,004 -50 4,188
28 Nov 858.55 11.35 -0.1 23.94 3,267 86 4,237
27 Nov 857.45 11 1.6 23.44 4,087 795 4,149
26 Nov 850.70 9.3 1.1 23.37 3,491 930 3,358
25 Nov 839.90 8.1 -1.25 23.74 1,549 61 2,424
24 Nov 836.05 8.95 -3.05 26.56 1,833 261 2,358
21 Nov 846.55 12.2 2.35 25.80 3,584 -462 2,094
20 Nov 829.40 9.8 -1.9 27.42 2,854 1,551 2,558
19 Nov 839.60 12.1 -2.35 26.69 566 -50 1,005
18 Nov 847.95 14.15 -3.35 26.09 301 18 1,056
17 Nov 854.05 17.6 0.95 27.04 534 73 1,046
14 Nov 848.25 17 -6.55 27.15 492 -87 972
13 Nov 863.45 23.75 -3.2 27.82 2,441 -784 1,056
12 Nov 864.40 26 9.8 29.94 990 139 1,841
11 Nov 826.10 16.6 9.6 31.58 2,113 1,588 1,701
10 Nov 799.35 7 0.4 28.40 130 64 73
7 Nov 797.25 6.75 1.95 27.10 10 7 9
6 Nov 786.20 4.8 -19.6 26.18 2 1 1
4 Nov 790.20 24.4 0 7.89 0 0 0


For Indusind Bank Limited - strike price 900 expiring on 30DEC2025

Delta for 900 CE is 0.16

Historical price for 900 CE is as follows

On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 4, which was 0.4 higher than the previous day. The implied volatity was 25.32, the open interest changed by 119 which increased total open position to 4891


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 27.56, the open interest changed by -140 which decreased total open position to 4765


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 3.8, which was -1.65 lower than the previous day. The implied volatity was 28.08, the open interest changed by 239 which increased total open position to 4887


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 5.45, which was 0.15 higher than the previous day. The implied volatity was 26.00, the open interest changed by -131 which decreased total open position to 4650


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 5, which was -7.5 lower than the previous day. The implied volatity was 26.84, the open interest changed by -566 which decreased total open position to 4773


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 12.1, which was 0.2 higher than the previous day. The implied volatity was 24.00, the open interest changed by -28 which decreased total open position to 5363


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 11.7, which was 4.45 higher than the previous day. The implied volatity was 26.36, the open interest changed by 999 which increased total open position to 5392


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 7.1, which was -1.2 lower than the previous day. The implied volatity was 25.47, the open interest changed by 151 which increased total open position to 4393


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 8.25, which was 0.3 higher than the previous day. The implied volatity was 24.48, the open interest changed by -3 which decreased total open position to 4235


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 7.9, which was -3.3 lower than the previous day. The implied volatity was 25.29, the open interest changed by -50 which decreased total open position to 4188


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 11.35, which was -0.1 lower than the previous day. The implied volatity was 23.94, the open interest changed by 86 which increased total open position to 4237


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 11, which was 1.6 higher than the previous day. The implied volatity was 23.44, the open interest changed by 795 which increased total open position to 4149


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 9.3, which was 1.1 higher than the previous day. The implied volatity was 23.37, the open interest changed by 930 which increased total open position to 3358


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 8.1, which was -1.25 lower than the previous day. The implied volatity was 23.74, the open interest changed by 61 which increased total open position to 2424


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 8.95, which was -3.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by 261 which increased total open position to 2358


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 12.2, which was 2.35 higher than the previous day. The implied volatity was 25.80, the open interest changed by -462 which decreased total open position to 2094


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 9.8, which was -1.9 lower than the previous day. The implied volatity was 27.42, the open interest changed by 1551 which increased total open position to 2558


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 12.1, which was -2.35 lower than the previous day. The implied volatity was 26.69, the open interest changed by -50 which decreased total open position to 1005


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 14.15, which was -3.35 lower than the previous day. The implied volatity was 26.09, the open interest changed by 18 which increased total open position to 1056


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 17.6, which was 0.95 higher than the previous day. The implied volatity was 27.04, the open interest changed by 73 which increased total open position to 1046


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 17, which was -6.55 lower than the previous day. The implied volatity was 27.15, the open interest changed by -87 which decreased total open position to 972


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 23.75, which was -3.2 lower than the previous day. The implied volatity was 27.82, the open interest changed by -784 which decreased total open position to 1056


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 26, which was 9.8 higher than the previous day. The implied volatity was 29.94, the open interest changed by 139 which increased total open position to 1841


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 16.6, which was 9.6 higher than the previous day. The implied volatity was 31.58, the open interest changed by 1588 which increased total open position to 1701


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 7, which was 0.4 higher than the previous day. The implied volatity was 28.40, the open interest changed by 64 which increased total open position to 73


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 6.75, which was 1.95 higher than the previous day. The implied volatity was 27.10, the open interest changed by 7 which increased total open position to 9


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 4.8, which was -19.6 lower than the previous day. The implied volatity was 26.18, the open interest changed by 1 which increased total open position to 1


On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 24.4, which was 0 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0


INDUSINDBK 30DEC2025 900 PE
Delta: -0.84
Vega: 0.46
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 846.15 53.8 -9.45 25.41 33 -9 1,072
11 Dec 835.55 63.35 -6.85 23.13 106 -15 1,080
10 Dec 833.85 70 14.25 34.47 41 7 1,098
9 Dec 844.35 54.6 -6.9 26.56 48 -10 1,092
8 Dec 841.40 62.95 25.7 31.03 175 -29 1,102
5 Dec 870.10 36.8 -6.4 24.71 370 26 1,129
4 Dec 863.00 43.6 -12.2 25.60 271 0 1,103
3 Dec 846.90 55.75 1.75 25.30 47 -3 1,101
2 Dec 850.30 54 -2.4 29.08 11 -2 1,105
1 Dec 847.15 58.45 10.5 29.40 194 40 1,107
28 Nov 858.55 48.45 -1.1 27.31 43 0 1,070
27 Nov 857.45 50.1 -3.45 28.13 208 56 1,070
26 Nov 850.70 54.05 -8.9 26.86 524 313 1,013
25 Nov 839.90 61.7 -4.65 29.30 74 37 701
24 Nov 836.05 67.7 9.2 29.71 361 166 662
21 Nov 846.55 59.7 -12.75 28.99 191 87 496
20 Nov 829.40 72.25 8.3 29.76 107 60 408
19 Nov 839.60 63.95 5.75 28.69 39 8 348
18 Nov 847.95 57.45 3.9 27.46 34 6 340
17 Nov 854.05 53.3 -5.5 27.31 149 76 334
14 Nov 848.25 59 7.25 28.62 49 18 258
13 Nov 863.45 51.3 -2.7 29.86 393 148 240
12 Nov 864.40 53.95 -27.4 30.94 86 73 91
11 Nov 826.10 81.35 -28.65 36.04 20 14 17
10 Nov 799.35 110 10 - 0 0 0
7 Nov 797.25 110 10 - 0 0 0
6 Nov 786.20 110 10 - 0 1 0
4 Nov 790.20 110 10 33.39 1 0 2


For Indusind Bank Limited - strike price 900 expiring on 30DEC2025

Delta for 900 PE is -0.84

Historical price for 900 PE is as follows

On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 53.8, which was -9.45 lower than the previous day. The implied volatity was 25.41, the open interest changed by -9 which decreased total open position to 1072


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 63.35, which was -6.85 lower than the previous day. The implied volatity was 23.13, the open interest changed by -15 which decreased total open position to 1080


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 70, which was 14.25 higher than the previous day. The implied volatity was 34.47, the open interest changed by 7 which increased total open position to 1098


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 54.6, which was -6.9 lower than the previous day. The implied volatity was 26.56, the open interest changed by -10 which decreased total open position to 1092


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 62.95, which was 25.7 higher than the previous day. The implied volatity was 31.03, the open interest changed by -29 which decreased total open position to 1102


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 36.8, which was -6.4 lower than the previous day. The implied volatity was 24.71, the open interest changed by 26 which increased total open position to 1129


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 43.6, which was -12.2 lower than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 1103


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 55.75, which was 1.75 higher than the previous day. The implied volatity was 25.30, the open interest changed by -3 which decreased total open position to 1101


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 54, which was -2.4 lower than the previous day. The implied volatity was 29.08, the open interest changed by -2 which decreased total open position to 1105


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 58.45, which was 10.5 higher than the previous day. The implied volatity was 29.40, the open interest changed by 40 which increased total open position to 1107


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 48.45, which was -1.1 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 1070


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 50.1, which was -3.45 lower than the previous day. The implied volatity was 28.13, the open interest changed by 56 which increased total open position to 1070


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 54.05, which was -8.9 lower than the previous day. The implied volatity was 26.86, the open interest changed by 313 which increased total open position to 1013


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 61.7, which was -4.65 lower than the previous day. The implied volatity was 29.30, the open interest changed by 37 which increased total open position to 701


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 67.7, which was 9.2 higher than the previous day. The implied volatity was 29.71, the open interest changed by 166 which increased total open position to 662


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 59.7, which was -12.75 lower than the previous day. The implied volatity was 28.99, the open interest changed by 87 which increased total open position to 496


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 72.25, which was 8.3 higher than the previous day. The implied volatity was 29.76, the open interest changed by 60 which increased total open position to 408


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 63.95, which was 5.75 higher than the previous day. The implied volatity was 28.69, the open interest changed by 8 which increased total open position to 348


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 57.45, which was 3.9 higher than the previous day. The implied volatity was 27.46, the open interest changed by 6 which increased total open position to 340


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 53.3, which was -5.5 lower than the previous day. The implied volatity was 27.31, the open interest changed by 76 which increased total open position to 334


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 59, which was 7.25 higher than the previous day. The implied volatity was 28.62, the open interest changed by 18 which increased total open position to 258


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 51.3, which was -2.7 lower than the previous day. The implied volatity was 29.86, the open interest changed by 148 which increased total open position to 240


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 53.95, which was -27.4 lower than the previous day. The implied volatity was 30.94, the open interest changed by 73 which increased total open position to 91


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 81.35, which was -28.65 lower than the previous day. The implied volatity was 36.04, the open interest changed by 14 which increased total open position to 17


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was 33.39, the open interest changed by 0 which decreased total open position to 2